A method for deciding weighting matrices in a linear discrete time optimal regulator problems to locate all poles in the specified region

In this paper, a new procedure for selecting weighting matrices in linear discrete time quadratic optimal control problems (LQ-problem) is proposed. In LQ problems, the quadratic weighting matrices are usually decided on trial and error in order to get a good response. But using the proposed method, the quadratic weights are decided in such a way that all poles of the closed loop system are located in a desired area for good responses as well as for stability and values of the quadratic cost functional are kept less then a specified value. The closed loop systems constructed by this method have merits of LQ problems as well as those of pole assignment problems. Taking into consideration that little is known about the relationship among the quadratic weights, the poles and the values of cost functional, this procedure is also interesting from the theoretical point of view.